commit

sysinit/futures/check_instrument_lists.py

@@ -7,6 +7,7 @@
 from syscore.interactive.progress_bar import progressBar
 from sysproduction.data.prices import diagPrices
 from sysproduction.data.instruments import diagInstruments
+from systems.provided.rob_system.run_system import futures_system ## replace with your own
 
 diag_prices = diagPrices()
 
@@ -63,4 +64,19 @@ def check_for_zero_commission():
         if commission==0:
             zero_warnings.append(instrument_code)
 
-    return zero_warnings
+    return zero_warnings
+
+def print_missing_and_no_trade_markets():
+    system =futures_system()
+    all_instruments =system.data.get_instrument_list()
+    duplicates = system.get_list_of_duplicate_instruments_to_remove()
+    ignored = system.get_list_of_ignored_instruments_to_remove()
+    all_instruments_without_duplicates = [instrument_code for instrument_code in all_instruments if instrument_code not in duplicates and instrument_code not in ignored]
+
+    configured_in_system = list(system.config.instrument_weights.keys()) ## not all will be traded
+
+    missing= [instrument_code for instrument_code in all_instruments_without_duplicates if instrument_code not in configured_in_system]
+    missing.sort()
+
+    print("Missing: %s" % missing)
+    print("No trade: %s" % system.get_list_of_markets_with_trading_restrictions())

systems/provided/rob_system/run_system.py

@@ -27,13 +27,17 @@
 
 
 def futures_system(
-    sim_data=arg_not_supplied, config_filename="systems.provided.rob_system.config.yaml"
+    sim_data=arg_not_supplied, config_filename="systems.provided.rob_system.config.yaml",
+        rules = arg_not_supplied
 ):
     if sim_data is arg_not_supplied:
         sim_data = dbFuturesSimData()
 
     config = Config(config_filename)
 
+    if rules is arg_not_supplied:
+        rules = Rules()
+
     system = System(
         [
             Risk(),
@@ -44,7 +48,7 @@ def futures_system(
             myFuturesRawData(),
             ForecastCombine(),
             volAttenForecastScaleCap(),
-            Rules(),
+            rules,
         ],
         sim_data,
         config,